649 research outputs found

    Advances in machine learning algorithms for financial risk management

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    In this thesis, three novel machine learning techniques are introduced to address distinct yet interrelated challenges involved in financial risk management tasks. These approaches collectively offer a comprehensive strategy, beginning with the precise classification of credit risks, advancing through the nuanced forecasting of financial asset volatility, and ending with the strategic optimisation of financial asset portfolios. Firstly, a Hybrid Dual-Resampling and Cost-Sensitive technique has been proposed to combat the prevalent issue of class imbalance in financial datasets, particularly in credit risk assessment. The key process involves the creation of heuristically balanced datasets to effectively address the problem. It uses a resampling technique based on Gaussian mixture modelling to generate a synthetic minority class from the minority class data and concurrently uses k-means clustering on the majority class. Feature selection is then performed using the Extra Tree Ensemble technique. Subsequently, a cost-sensitive logistic regression model is then applied to predict the probability of default using the heuristically balanced datasets. The results underscore the effectiveness of our proposed technique, with superior performance observed in comparison to other imbalanced preprocessing approaches. This advancement in credit risk classification lays a solid foundation for understanding individual financial behaviours, a crucial first step in the broader context of financial risk management. Building on this foundation, the thesis then explores the forecasting of financial asset volatility, a critical aspect of understanding market dynamics. A novel model that combines a Triple Discriminator Generative Adversarial Network with a continuous wavelet transform is proposed. The proposed model has the ability to decompose volatility time series into signal-like and noise-like frequency components, to allow the separate detection and monitoring of non-stationary volatility data. The network comprises of a wavelet transform component consisting of continuous wavelet transforms and inverse wavelet transform components, an auto-encoder component made up of encoder and decoder networks, and a Generative Adversarial Network consisting of triple Discriminator and Generator networks. The proposed Generative Adversarial Network employs an ensemble of unsupervised loss derived from the Generative Adversarial Network component during training, supervised loss and reconstruction loss as part of its framework. Data from nine financial assets are employed to demonstrate the effectiveness of the proposed model. This approach not only enhances our understanding of market fluctuations but also bridges the gap between individual credit risk assessment and macro-level market analysis. Finally the thesis ends with a novel proposal of a novel technique or Portfolio optimisation. This involves the use of a model-free reinforcement learning strategy for portfolio optimisation using historical Low, High, and Close prices of assets as input with weights of assets as output. A deep Capsules Network is employed to simulate the investment strategy, which involves the reallocation of the different assets to maximise the expected return on investment based on deep reinforcement learning. To provide more learning stability in an online training process, a Markov Differential Sharpe Ratio reward function has been proposed as the reinforcement learning objective function. Additionally, a Multi-Memory Weight Reservoir has also been introduced to facilitate the learning process and optimisation of computed asset weights, helping to sequentially re-balance the portfolio throughout a specified trading period. The use of the insights gained from volatility forecasting into this strategy shows the interconnected nature of the financial markets. Comparative experiments with other models demonstrated that our proposed technique is capable of achieving superior results based on risk-adjusted reward performance measures. In a nut-shell, this thesis not only addresses individual challenges in financial risk management but it also incorporates them into a comprehensive framework; from enhancing the accuracy of credit risk classification, through the improvement and understanding of market volatility, to optimisation of investment strategies. These methodologies collectively show the potential of the use of machine learning to improve financial risk management

    Probabilistic Inference for Model Based Control

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    Robotic systems are essential for enhancing productivity, automation, and performing hazardous tasks. Addressing the unpredictability of physical systems, this thesis advances robotic planning and control under uncertainty, introducing learning-based methods for managing uncertain parameters and adapting to changing environments in real-time. Our first contribution is a framework using Bayesian statistics for likelihood-free inference of model parameters. This allows employing complex simulators for designing efficient, robust controllers. The method, integrating the unscented transform with a variant of information theoretical model predictive control, shows better performance in trajectory evaluation compared to Monte Carlo sampling, easing the computational load in various control and robotics tasks. Next, we reframe robotic planning and control as a Bayesian inference problem, focusing on the posterior distribution of actions and model parameters. An implicit variational inference algorithm, performing Stein Variational Gradient Descent, estimates distributions over model parameters and control inputs in real-time. This Bayesian approach effectively handles complex multi-modal posterior distributions, vital for dynamic and realistic robot navigation. Finally, we tackle diversity in high-dimensional spaces. Our approach mitigates underestimation of uncertainty in posterior distributions, which leads to locally optimal solutions. Using the theory of rough paths, we develop an algorithm for parallel trajectory optimisation, enhancing solution diversity and avoiding mode collapse. This method extends our variational inference approach for trajectory estimation, employing diversity-enhancing kernels and leveraging path signature representation of trajectories. Empirical tests, ranging from 2-D navigation to robotic manipulators in cluttered environments, affirm our method's efficiency, outperforming existing alternatives

    On the motion planning & control of nonlinear robotic systems

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    In the last decades, we saw a soaring interest in autonomous robots boosted not only by academia and industry, but also by the ever in- creasing demand from civil users. As a matter of fact, autonomous robots are fast spreading in all aspects of human life, we can see them clean houses, navigate through city traffic, or harvest fruits and vegetables. Almost all commercial drones already exhibit unprecedented and sophisticated skills which makes them suitable for these applications, such as obstacle avoidance, simultaneous localisation and mapping, path planning, visual-inertial odometry, and object tracking. The major limitations of such robotic platforms lie in the limited payload that can carry, in their costs, and in the limited autonomy due to finite battery capability. For this reason researchers start to develop new algorithms able to run even on resource constrained platforms both in terms of computation capabilities and limited types of endowed sensors, focusing especially on very cheap sensors and hardware. The possibility to use a limited number of sensors allowed to scale a lot the UAVs size, while the implementation of new efficient algorithms, performing the same task in lower time, allows for lower autonomy. However, the developed robots are not mature enough to completely operate autonomously without human supervision due to still too big dimensions (especially for aerial vehicles), which make these platforms unsafe for humans, and the high probability of numerical, and decision, errors that robots may make. In this perspective, this thesis aims to review and improve the current state-of-the-art solutions for autonomous navigation from a purely practical point of view. In particular, we deeply focused on the problems of robot control, trajectory planning, environments exploration, and obstacle avoidance

    Managing distributed situation awareness in a team of agents

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    The research presented in this thesis investigates the best ways to manage Distributed Situation Awareness (DSA) for a team of agents tasked to conduct search activity with limited resources (battery life, memory use, computational power, etc.). In the first part of the thesis, an algorithm to coordinate agents (e.g., UAVs) is developed. This is based on Delaunay triangulation with the aim of supporting efficient, adaptable, scalable, and predictable search. Results from simulation and physical experiments with UAVs show good performance in terms of resources utilisation, adaptability, scalability, and predictability of the developed method in comparison with the existing fixed-pattern, pseudorandom, and hybrid methods. The second aspect of the thesis employs Bayesian Belief Networks (BBNs) to define and manage DSA based on the information obtained from the agents' search activity. Algorithms and methods were developed to describe how agents update the BBN to model the system’s DSA, predict plausible future states of the agents’ search area, handle uncertainties, manage agents’ beliefs (based on sensor differences), monitor agents’ interactions, and maintains adaptable BBN for DSA management using structural learning. The evaluation uses environment situation information obtained from agents’ sensors during search activity, and the results proved superior performance over well-known alternative methods in terms of situation prediction accuracy, uncertainty handling, and adaptability. Therefore, the thesis’s main contributions are (i) the development of a simple search planning algorithm that combines the strength of fixed-pattern and pseudorandom methods with resources utilisation, scalability, adaptability, and predictability features; (ii) a formal model of DSA using BBN that can be updated and learnt during the mission; (iii) investigation of the relationship between agents search coordination and DSA management

    Path and Motion Planning for Autonomous Mobile 3D Printing

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    Autonomous robotic construction was envisioned as early as the ‘90s, and yet, con- struction sites today look much alike ones half a century ago. Meanwhile, highly automated and efficient fabrication methods like Additive Manufacturing, or 3D Printing, have seen great success in conventional production. However, existing efforts to transfer printing technology to construction applications mainly rely on manufacturing-like machines and fail to utilise the capabilities of modern robotics. This thesis considers using Mobile Manipulator robots to perform large-scale Additive Manufacturing tasks. Comprised of an articulated arm and a mobile base, Mobile Manipulators, are unique in their simultaneous mobility and agility, which enables printing-in-motion, or Mobile 3D Printing. This is a 3D printing modality, where a robot deposits material along larger-than-self trajectories while in motion. Despite profound potential advantages over existing static manufacturing-like large- scale printers, Mobile 3D printing is underexplored. Therefore, this thesis tack- les Mobile 3D printing-specific challenges and proposes path and motion planning methodologies that allow this printing modality to be realised. The work details the development of Task-Consistent Path Planning that solves the problem of find- ing a valid robot-base path needed to print larger-than-self trajectories. A motion planning and control strategy is then proposed, utilising the robot-base paths found to inform an optimisation-based whole-body motion controller. Several Mobile 3D Printing robot prototypes are built throughout this work, and the overall path and motion planning strategy proposed is holistically evaluated in a series of large-scale 3D printing experiments

    Contributions to autonomous robust navigation of mobile robots in industrial applications

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    151 p.Un aspecto en el que las plataformas móviles actuales se quedan atrás en comparación con el punto que se ha alcanzado ya en la industria es la precisión. La cuarta revolución industrial trajo consigo la implantación de maquinaria en la mayor parte de procesos industriales, y una fortaleza de estos es su repetitividad. Los robots móviles autónomos, que son los que ofrecen una mayor flexibilidad, carecen de esta capacidad, principalmente debido al ruido inherente a las lecturas ofrecidas por los sensores y al dinamismo existente en la mayoría de entornos. Por este motivo, gran parte de este trabajo se centra en cuantificar el error cometido por los principales métodos de mapeado y localización de robots móviles,ofreciendo distintas alternativas para la mejora del posicionamiento.Asimismo, las principales fuentes de información con las que los robots móviles son capaces de realizarlas funciones descritas son los sensores exteroceptivos, los cuales miden el entorno y no tanto el estado del propio robot. Por esta misma razón, algunos métodos son muy dependientes del escenario en el que se han desarrollado, y no obtienen los mismos resultados cuando este varía. La mayoría de plataformas móviles generan un mapa que representa el entorno que les rodea, y fundamentan en este muchos de sus cálculos para realizar acciones como navegar. Dicha generación es un proceso que requiere de intervención humana en la mayoría de casos y que tiene una gran repercusión en el posterior funcionamiento del robot. En la última parte del presente trabajo, se propone un método que pretende optimizar este paso para así generar un modelo más rico del entorno sin requerir de tiempo adicional para ello

    A Deep Learning Approach to Evaluating Disease Risk in Coronary Bifurcations

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    Cardiovascular disease represents a large burden on modern healthcare systems, requiring significant resources for patient monitoring and clinical interventions. It has been shown that the blood flow through coronary arteries, shaped by the artery geometry unique to each patient, plays a critical role in the development and progression of heart disease. However, the popular and well tested risk models such as Framingham and QRISK3 current cardiovascular disease risk models are not able to take these differences when predicting disease risk. Over the last decade, medical imaging and image processing have advanced to the point that non-invasive high-resolution 3D imaging is routinely performed for any patient suspected of coronary artery disease. This allows for the construction of virtual 3D models of the coronary anatomy, and in-silico analysis of blood flow within the coronaries. However, several challenges still exist which preclude large scale patient-specific simulations, necessary for incorporating haemodynamic risk metrics as part of disease risk prediction. In particular, despite a large amount of available coronary medical imaging, extraction of the structures of interest from medical images remains a manual and laborious task. There is significant variation in how geometric features of the coronary arteries are measured, which makes comparisons between different studies difficult. Modelling blood flow conditions in the coronary arteries likewise requires manual preparation of the simulations and significant computational cost. This thesis aims to solve these challenges. The "Automated Segmentation of Coronary Arteries (ASOCA)" establishes a benchmark dataset of coronary arteries and their associated 3D reconstructions, which is currently the largest openly available dataset of coronary artery models and offers a wide range of applications such as computational modelling, 3D printed for experiments, developing, and testing medical devices such as stents, and Virtual Reality applications for education and training. An automated computational modelling workflow is developed to set up, run and postprocess simulations on the Left Main Bifurcation and calculate relevant shape metrics. A convolutional neural network model is developed to replace the computational fluid dynamics process, which can predict haemodynamic metrics such as wall shear stress in minutes, compared to several hours using traditional computational modelling reducing the computation and labour cost involved in performing such simulations

    Dense RGB-D SLAM and object localisation for robotics and industrial applications

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    Dense reconstruction and object localisation are two critical steps in robotic and industrial applications. The former entails a joint estimation of camera egomotion and the structure of the surrounding environment, also known as Simultaneous Localisation and Mapping (SLAM), and the latter aims to locate the object in the reconstructed scenes. This thesis addresses the challenges of dense SLAM with RGB-D cameras and object localisation towards robotic and industrial applications. Camera drift is an essential issue in camera egomotion estimation. Due to the accumulated error in camera pose estimation, the estimated camera trajectory is inaccurate, and the reconstruction of the environment is inconsistent. This thesis analyses camera drift in SLAM under the probabilistic inference framework and proposes an online map fusion strategy with standard deviation estimation based on frame-to-model camera tracking. The camera pose is estimated by aligning the input image with the global map model, and the global map merges the information in the images by weighted fusion with standard deviation modelling. In addition, a pre-screening step is applied before map fusion to preclude the adverse effect of accumulated errors and noises on camera egomotion estimation. Experimental results indicated that the proposed method mitigates camera drift and improves the global consistency of camera trajectories. Another critical challenge for dense RGB-D SLAM in industrial scenarios is to handle mechanical and plastic components that usually have reflective and shiny surfaces. Photometric alignment in frame-to-model camera tracking tends to fail on such objects due to the inconsistency in intensity patterns of the images and the global map model. This thesis addresses this problem and proposes RSO-SLAM, namely a SLAM approach to reflective and shiny object reconstruction. RSO-SLAM adopts frame-to-model camera tracking and combines local photometric alignment and global geometric registration. This study revealed the effectiveness and excellent performance of the proposed RSO-SLAM on both plastic and metallic objects. In addition, a case study involving the cover of a electric vehicle battery with metallic surface demonstrated the superior performance of the RSO-SLAM approach in the reconstruction of a common industrial product. With the reconstructed point cloud model of the object, the problem of object localisation is tackled as point cloud registration in the thesis. Iterative Closest Point (ICP) is arguably the best-known method for point cloud registration, but it is susceptible to sub-optimal convergence due to the multimodal solution space. This thesis proposes the Bees Algorithm (BA) enhanced with the Singular Value Decomposition (SVD) procedure for point cloud registration. SVD accelerates the speed of the local search of the BA, helping the algorithm to rapidly identify the local optima. It also enhances the precision of the obtained solutions. At the same time, the global outlook of the BA ensures adequate exploration of the whole solution space. Experimental results demonstrated the remarkable performance of the SVD-enhanced BA in terms of consistency and precision. Additional tests on noisy datasets demonstrated the robustness of the proposed procedure to imprecision in the models

    From visuomotor control to latent space planning for robot manipulation

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    Deep visuomotor control is emerging as an active research area for robot manipulation. Recent advances in learning sensory and motor systems in an end-to-end manner have achieved remarkable performance across a range of complex tasks. Nevertheless, a few limitations restrict visuomotor control from being more widely adopted as the de facto choice when facing a manipulation task on a real robotic platform. First, imitation learning-based visuomotor control approaches tend to suffer from the inability to recover from an out-of-distribution state caused by compounding errors. Second, the lack of versatility in task definition limits skill generalisability. Finally, the training data acquisition process and domain transfer are often impractical. In this thesis, individual solutions are proposed to address each of these issues. In the first part, we find policy uncertainty to be an effective indicator of potential failure cases, in which the robot is stuck in out-of-distribution states. On this basis, we introduce a novel uncertainty-based approach to detect potential failure cases and a recovery strategy based on action-conditioned uncertainty predictions. Then, we propose to employ visual dynamics approximation to our model architecture to capture the motion of the robot arm instead of the static scene background, making it possible to learn versatile skill primitives. In the second part, taking inspiration from the recent progress in latent space planning, we propose a gradient-based optimisation method operating within the latent space of a deep generative model for motion planning. Our approach bypasses the traditional computational challenges encountered by established planning algorithms, and has the capability to specify novel constraints easily and handle multiple constraints simultaneously. Moreover, the training data comes from simple random motor-babbling of kinematically feasible robot states. Our real-world experiments further illustrate that our latent space planning approach can handle both open and closed-loop planning in challenging environments such as heavily cluttered or dynamic scenes. This leads to the first, to our knowledge, closed-loop motion planning algorithm that can incorporate novel custom constraints, and lays the foundation for more complex manipulation tasks

    Control and Analysis for Sequential Information based on Machine Learning

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    Sequential information is crucial for real-world applications that are related to time, which is same with time-series being described by sequence data followed by temporal order and regular intervals. In this thesis, we consider four major tasks of sequential information that include sequential trend prediction, control strategy optimisation, visual-temporal interpolation and visual-semantic sequential alignment. We develop machine learning theories and provide state-of-the-art models for various real-world applications that involve sequential processes, including the industrial batch process, sequential video inpainting, and sequential visual-semantic image captioning. The ultimate goal is about designing a hybrid framework that can unify diverse sequential information analysis and control systems For industrial process, control algorithms rely on simulations to find the optimal control strategy. However, few machine learning techniques can control the process using raw data, although some works use ML to predict trends. Most control methods rely on amounts of previous experiences, and cannot execute future information to optimize the control strategy. To improve the effectiveness of the industrial process, we propose improved reinforcement learning approaches that can modify the control strategy. We also propose a hybrid reinforcement virtual learning approach to optimise the long-term control strategy. This approach creates a virtual space that interacts with reinforcement learning to predict a virtual strategy without conducting any real experiments, thereby improving and optimising control efficiency. For sequential visual information analysis, we propose a dual-fusion transformer model to tackle the sequential visual-temporal encoding in video inpainting tasks. Our framework includes a flow-guided transformer with dual attention fusion, and we observe that the sequential information is effectively processed, resulting in promising inpainting videos. Finally, we propose a cycle-based captioning model for the analysis of sequential visual-semantic information. This model augments data from two views to optimise caption generation from an image, overcoming new few-shot and zero-shot settings. The proposed model can generate more accurate and informative captions by leveraging sequential visual-semantic information. Overall, the thesis contributes to analysing and manipulating sequential information in multi-modal real-world applications. Our flexible framework design provides a unified theoretical foundation to deploy sequential information systems in distinctive application domains. Considering the diversity of challenges addressed in this thesis, we believe our technique paves the pathway towards versatile AI in the new era
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